+114.5%
GOOG vs DOC
+54.0%
+60.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +2.4% | +4.3% | -2.0% | +1.8% |
| 30D | -18.1% | +9.2% | -27.2% | -19.1% |
| 3M | -19.9% | -0.8% | -19.0% | -19.7% |
| 6M | -28.2% | +7.1% | -35.2% | -29.0% |
| YTD | -9.0% | +34.0% | -43.0% | -13.6% |
| 1Y | -1.7% | +23.2% | -24.9% | -5.4% |
| 3Y | +114.5% | +53.6% | +60.9% | +101.2% |
| All | +114.5% | +54.0% | +60.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling